Limit Theorems for Additive Functionals of Path-Dependent SDEs
Probability
2019-04-08 v1
Abstract
By using limit theorems of uniform mixing Markov processes and martingale difference sequences, the strong law of large numbers, central limit theorem, and the law of iterated logarithm are established for additive functionals of path-dependent stochastic differential equations.
Cite
@article{arxiv.1904.02940,
title = {Limit Theorems for Additive Functionals of Path-Dependent SDEs},
author = {Jianhai Bao and Feng-Yu Wang and Chenggui Yuan},
journal= {arXiv preprint arXiv:1904.02940},
year = {2019}
}
Comments
20 pages